"We cannot confirm the CNN report. Neither the Governor nor his former campaign has knowledge of this matter, but as reported, contributions to the campaign were completely lawful," Marc Elias, an attorney for McAuliffe's gubernatorial campaign told NBC12. "The Governor will certainly cooperate with the government if he is contacted about it."

Officials say the probe includes McAuliffe's time as a board member of the Clinton Global Initiative, though the investigation doesn't allege any improper action by the foundation.

Foreign nationals are not allowed to donate to federal, state or local elections, but a spokeswoman told CNN Wang holds U.S. permanent resident status and is eligible to donate to McAuliffe's campaign. The spokeswoman said investigators haven't contacted Wang or his company used to make the donations.

The Governor's Office says it knew nothing about FBI investigation and that this is strictly on the campaign side. A request to interview Gov. McAuliffe was declined as his office says he is not in the Richmond-area.

McAuliffe drew scrutiny during his campaign for dealings with a Chinese company used to secure funding for his Greentech Automotive start-up venture. The controversial conservative group "Citizens United" launch a half-hour documentary attacking McAuliffe for his work on the electric car company in Mississippi, and Franklin Pellets, a company in Southeast Virginia that McAuliffe was working to get going after buying a former paper mill.